proverb is a type of word.
Noun = thing, person, animal ... (boy, day, cat, table...)
pronoun = describes nouns ... (white, nice, tall, ugly ...)
verb = describes some kind of activity - (write, read, run...)
proverb = answer the question " How ?" (nicely, loudly, well, ...)
Idiom is something different. It is a group of worlds or sentence, that is commonly used for certain situations. Sometimes the exact world translation differs from the actual meaning of the idiom (I feel blue - it means I am sad ....etc. There is a list of some idioms on this web too. Check it out !